You CAN use LINQ on DataSets.
Just make sure you have targeted .NET 3.5 and add "System.Data.DataSetExtensions" to your list of references.
To target the .NET Framework 3.5 In
Visual Studio 2008, create a new
Visual Basic or C# project.
Alternatively, you can open a Visual
Basic or C# project that was created
in Visual Studio 2005 and follow the
prompts to convert it to a Visual
Studio 2008 project.
For a C# project, click the Project
menu, and then click Properties.
In the Application property page,
select .NET Framework 3.5 in the
Target Framework drop-down list.
For a Visual Basic project, click the
Project menu, and then click
Properties.
In the Compile property page, click
Advanced Compile Options and then
select .NET Framework 3.5 in the
Target Framework (all configurations)
drop-down list.
On the Project menu, click Add
Reference, click the .NET tab, scroll
down to System.Core, click it, and
then click OK.
Add a using directive or imported
namespace for System.Linq to your
source code file or project.
For more information, see using
Directive (C# Reference) or How to:
Add or Remove Imported Namespaces
(Visual Basic).
To enable LINQ to DataSet
functionality If necessary, follow the
steps earlier in this topic to add a
reference to System.Core.dll and a
using directive or imported namespace
for System.Linq.
In C# or Visual Basic, click the
Project menu, and then click Add
Reference.
In the Add Reference dialog box, click
the .NET tab if it is not on top.
Scroll down to System.Data and
System.Data.DataSetExtensions and
click on them. Click the OK button.
Add a using directive or imported
namespace for System.Data to your
source code file or project. For more
information, see using Directive (C#
Reference) or How to: Add or Remove
Imported Namespaces (Visual Basic).
Add a reference to
System.Data.DataSetExtensions.dll for
LINQ to Dataset functionality. Add a
reference to System.Data.dll if it
does not already exist.
Optionally, add a using directive or
imported namespace for
System.Data.Common or
System.Data.SqlClient, depending on
how you connect to the database.